+2,871.3%
VIAV vs MAS
+895.0%
+1,976.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +2.8% |
| 7D | -4.6% | -0.8% | -3.8% | -4.2% |
| 30D | -10.4% | -5.6% | -4.8% | -8.3% |
| 3M | -34.5% | +4.4% | -38.9% | -36.6% |
| 6M | +7.0% | +7.2% | -0.2% | +1.9% |
| YTD | +95.6% | +16.1% | +79.5% | +77.5% |
| 1Y | +197.2% | +0.1% | +197.1% | +187.8% |
| 3Y | +232.0% | +28.3% | +203.7% | +178.7% |
| 5Y | +102.2% | +30.5% | +71.7% | +64.4% |
| 10Y | +344.6% | +139.1% | +205.5% | +159.0% |
| All | +2,871.3% | +895.0% | +1,976.3% | +618.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling